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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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Predictable components in exchange rates
Cochran, Steven J. - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001178499
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Pass-through of exchange rates and purchasing power parity
Feenstra, Robert C. - In: Journal of international economics 43 (1997) 1, pp. 237-261
Persistent link: https://www.econbiz.de/10001228975
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Interest Rates, Exchange Rates and World Monetary Policy
Floyd, John E. - 2010
U.K., Japan, France and Germany with respect to the United States is conducted. The resulting conclusion is that real …A careful basic theoretical and econometric analysis of the factors determining the real exchange rates of Canada, the …
Persistent link: https://www.econbiz.de/10013521314
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Bayesian analysis of a fractional cointegration model
Martin, Gael M. - In: Econometric reviews 20 (2001) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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Testing long run purchasing power parity in a cointegrated system
Lubian, Diego - 1992
Persistent link: https://www.econbiz.de/10000943087
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Long Run Relationship between Real Exchange Rate and Real Interest Rate Differentials : The Cointegration Approach
Patra, Nilanjan - 2006
Despite the centrality of the theoretical relationship between real exchange rates and real interest rates differential in open economy macroeconomics, its empirical evidence, particularly when cointegration methods are used, is rather mixed. The study uses IFS, IMF data for India and US for the...
Persistent link: https://www.econbiz.de/10012732476